Time series discriminant analysis of AR(p) plus noise processes: a time domain approach

MaRDI QIDQ3409047zbMATH OpenFDO

Authors Rahim Chinipardaz, Seyed Mahmoud Latifi

Publication date 7 November 2006

zbMATH Keywords

band matricescumulantsquadratic discrimination

Mathematics Subject Classification ID

Classification and discrimination; cluster analysis (statistical aspects) (62H30) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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